+83.3%
PR vs BTSG
+505.2%
-421.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -0.5% | +4.0% | -4.5% | -0.9% |
| 30D | -4.6% | +15.3% | -19.9% | -6.2% |
| 3M | +4.7% | +25.4% | -20.8% | +1.8% |
| 6M | +12.4% | +31.9% | -19.4% | +7.1% |
| YTD | +62.9% | +93.9% | -31.1% | +44.1% |
| 1Y | +70.6% | +114.2% | -43.6% | +47.8% |
| All | +83.3% | +505.2% | -421.9% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling